I suspect that you aren't interested in the linguistic details, but that's what you get when you ask on a linguistic site. The first question is, what do you mean by "alphabet"? There is a collection of 26 basic letters that define the Latin alphabet, and English uses all of them. Norwegian uses most of them, and adds æ ø å. French adds some different letters (ç,ê,á), and so on. The frequent scheme of adding diacritics to base letters makes it hard to answer the question, in that we don't know whether all of the allowed combinations should be listed, or do you just list the component parts.
Opinions differ over whether the French alphabet uses w,k, also whether Norwegian includes w, but that is because words with w are foreign or regional (e.g. Washington). If by "alphabet" you mean "collection of letters that might be used by speakers of language X in a text written in language X, regardless of historical origin of particular words", the content of a language's alphabet is broad. The English alphabet might be expanded to include letters like ñ, ß, æ, é because some words are written with these letters, by some individuals.
One answer is therefore to get a unicode table and find all of the letters, at least Latin-looking letters. This does not tell you which ones are conventionally used in a particular language, but if we are not limiting ourselves to the conventional letters, this does not matter. I admit, though, that I doubt many people will use the letter ŋ in writing English. A unicode table does not (necessarily) give you sort order, but if you also want sort order, you will have to occasionally possibly complex rules in a language. Diacritics are ignored in French alphabetization, but not North Saami, and it used to be that ch, ll in Spanish were after c, l; in Tagalog, "ng" is treated as one letter even though it is literally two letters. Including sort order makes the job even more complex.
Apart from Latin alphabets, there are distinct scripts for Greek, Russian (etc: Cyrillic), Armenian, Georgian etc. There are also a number of writing systems that are not classified as "alphabets", for example, Arabic is (typically) written without markings for vowels, and is classified as an "abjad". A variant scheme is used in South (East) Asia and Ethiopia, termed "abugida" where vowels are obligatorily marked as diacritics on basically consonantal letters.
So, in light of the 7,000 or so languages in the world, there is no compendium of even the Latin-based letter-collections, classified into language-specific sets. Without a clearer definition of your criteria for inclusion (is w in the Norwegian alphabet?), it wouldn't even be possible to construct such a collection. OTOH you could probably build the collection if you decide which languages you are interested in and then Google "X alphabet". Omniglot probably has a lot of the information that you are interested in.
